{"title":"Is New Ibovespa The Best Investment Option","authors":"Ricardo Goulart Serra, W. Nakamura","doi":"10.7819/RBGN.V18I59.2541","DOIUrl":null,"url":null,"abstract":"Purpose – Verify whether Ibovespa, Old or New, could be the best alternative for investors, considering investment possibilities (risky and risk free) in the Brazilian market. Should investors put the portion of money that they allocate to risky assets into New Ibovespa? Are there more effi cient alternatives for investors? Design/methodology/approach – Th e Portfolio T was determined with the modern portfolio theory from a sample of 118 shares for 34 four-month periods. Equality of means and variance were tested by means of parametric and nonparametric tests, as appropriate.","PeriodicalId":45001,"journal":{"name":"Rbgn-Revista Brasileira De Gestao De Negocios","volume":"18 1","pages":"87-107"},"PeriodicalIF":0.7000,"publicationDate":"2016-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Rbgn-Revista Brasileira De Gestao De Negocios","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.7819/RBGN.V18I59.2541","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS","Score":null,"Total":0}
引用次数: 0
Abstract
Purpose – Verify whether Ibovespa, Old or New, could be the best alternative for investors, considering investment possibilities (risky and risk free) in the Brazilian market. Should investors put the portion of money that they allocate to risky assets into New Ibovespa? Are there more effi cient alternatives for investors? Design/methodology/approach – Th e Portfolio T was determined with the modern portfolio theory from a sample of 118 shares for 34 four-month periods. Equality of means and variance were tested by means of parametric and nonparametric tests, as appropriate.
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